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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.5%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$113B
AUM Growth
-$1.98B
(-1.7%)
Cap. Flow
-$4.61B
Cap. Flow
% of AUM
-4.06%
Top 10 Holdings %
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$316M |
| 2 |
Amazon
AMZN
|
+$156M |
| 3 |
Boeing
BA
|
+$95.3M |
| 4 |
Costco
COST
|
+$85.8M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$77.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$435M |
| 2 |
Apple
AAPL
|
+$233M |
| 3 |
Microsoft
MSFT
|
+$206M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$194M |
| 5 |
NVIDIA
NVDA
|
+$173M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.72% |
| 2 | Technology | 1.2% |
| 3 | Consumer Discretionary | 1.14% |
| 4 | Communication Services | 1.04% |
| 5 | Healthcare | 0.56% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
CALL
Wells Fargo
WFC
$271B
| $122M | 0.11% |
2,692,400
-4,395,900
| -62% | -$196M |
|
152
PUT
Johnson & Johnson
JNJ
$644B
| $121M | 0.11% |
733,100
+295,300
| +67% | +$48.9M |
|
|
153
PUT
Costco
COST
$400B
| $120M | 0.11% |
303,600
-575,100
| -65% | -$217M |
|
154
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
| $119M | 0.1% |
3,240,500
+98,300
| +3% | +$3.6M |
|
155
PUT
NIO
NIO
$9.22B
| $118M | 0.1% |
2,217,600
+206,300
| +10% | +$8.26M |
|
156
PUT
RH
RH
$2.64B
| $118M | 0.1% |
173,300
+17,500
| +11% | +$11.4M |
|
157
PUT
Royal Caribbean
RCL
$69.5B
| $117M | 0.1% |
1,369,000
+1,139,000
| +495% | +$99.3M |
|
|
158
Boeing
BA
$163B
| $116M | 0.1% |
485,602
+394,319
| +432% | +$95.3M |
|
159
CALL
Adobe
ADBE
$101B
| $116M | 0.1% |
198,400
-500,500
| -72% | -$258M |
|
160
CALL
Diamondback Energy
FANG
$56.7B
| $114M | 0.1% |
1,213,000
+70,000
| +6% | +$5.77M |
|
161
PUT
Palo Alto Networks
PANW
$273B
| $113M | 0.1% |
1,835,400
+98,400
| +6% | +$5.83M |
|
162
CALL
IBM
IBM
$226B
| $113M | 0.1% |
808,349
-1,114,513
| -58% | -$152M |
|
163
PUT
Freeport-McMoran
FCX
$109B
| $110M | 0.1% |
2,975,800
+1,409,100
| +90% | +$54.9M |
|
164
PUT
Tencent Music
TME
$12.9B
| $110M | 0.1% |
7,110,600
+1,862,000
| +35% | +$30.8M |
|
165
CALL
UnitedHealth
UNH
$353B
| $110M | 0.1% |
274,900
+151,800
| +123% | +$60.5M |
|
|
166
Costco
COST
$400B
| $110M | 0.1% |
277,037
+226,800
| +451% | +$85.8M |
|
167
PUT
US Bancorp
USB
$96.8B
| $110M | 0.1% |
1,923,700
+479,700
| +33% | +$28.1M |
|
168
CALL
Twilio
TWLO
$34.9B
| $108M | 0.1% |
274,300
+75,100
| +38% | +$26.1M |
|
169
PUT
RTX Corp
RTX
$266B
| $107M | 0.09% |
1,259,600
-681,200
| -35% | -$57.3M |
|
170
CALL
Etsy
ETSY
$6.54B
| $105M | 0.09% |
512,100
+256,300
| +100% | +$47.4M |
|
171
CALL
Zillow
Z
$7.23B
| $105M | 0.09% |
861,200
+333,800
| +63% | +$40.6M |
|
|
DOCU
172
CALL
DocuSign
DOCU
$12B
| $105M | 0.09% |
376,300
+42,100
| +13% | +$9.41M |
|
|
173
Adobe
ADBE
$101B
| $105M | 0.09% |
179,278
-43,459
| -20% | -$22.4M |
|
174
PUT
Mastercard
MA
$497B
| $103M | 0.09% |
282,100
-467,400
| -62% | -$174M |
|
175
PUT
Starbucks
SBUX
$114B
| $103M | 0.09% |
919,800
-1,014,500
| -52% | -$115M |
|
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Parallax Volatility Advisers's Q2 2021 Portfolio in Review
As of Q2 2021, Parallax Volatility Advisers held 3,830 positions worth $113B, down 1.7% from $115B the previous quarter. Its ten largest holdings account for 39% of the portfolio.
Parallax Volatility Advisers withdrew a net $4.61B in Q2 2021, closing 891 positions and reducing 1,240 holdings. Its most notable exit was Sea Limited, an estimated $160M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Xerox worth $13.1M.
- Parallax Volatility Advisers's largest Q2 2021 buy was Xerox: 557,521 shares worth $13.1M.
- Parallax Volatility Advisers added most to Alphabet (Google) Class A in Q2 2021, an estimated $316M increase.
- Parallax Volatility Advisers's biggest Q2 2021 reduction was iShares Russell 2000 ETF, cutting an estimated $435M.
- Parallax Volatility Advisers fully exited Sea Limited in Q2 2021, selling an estimated $160M.
- Parallax Volatility Advisers's ten largest holdings make up 39% of its $113B portfolio in Q2 2021.
- Parallax Volatility Advisers opened 638 new positions and closed 891 in Q2 2021.
- Parallax Volatility Advisers's portfolio value fell 1.7% quarter-over-quarter to $113B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2021, filed 16 Aug 2021.